Mine was exactly the same. As soon as I moved so did he.
He was up so quickly, I always wandered how he could be sleeping and wake up and move in such a quick move.
I think its because cockers love to be near the owner, so they will just follow.
In the end I had to force the sleep on him, by using the play pen/crate.
Mine is nearly 2 years old now and he still follows me everywhere.